Matches in SemOpenAlex for { <https://semopenalex.org/work/W3140362502> ?p ?o ?g. }
Showing items 1 to 83 of
83
with 100 items per page.
- W3140362502 abstract "This paper proposes an evaluation of intersectorial contagion risk through the analysis of the network of the intersectorial expositions, on the one hand, and the implementation of the approach of the contingent claims analysis (CCA) on the other hand. From this point of view, the matrix of the intersectorial expositions was approximated and of the indicators of centrality, resulting from the network analysis, were estimated. Then, using the CCA, which rises from the pricing theory of the options, the indicators of risk were calculated for each sector, in particular, the distance to the default, probability of default and the leverage ratio. The results obtained confirm that the financial and non-financial companies are the most systemic institutional sectors being able to constitute a principal channel of contagion. Lastly, an estimate of the joint and the conditional probabilities of default of the economic sectors was carried out, while taking as a starting point the work by Goodhart and al (2009) and by using the Archimedean copulas." @default.
- W3140362502 created "2021-04-13" @default.
- W3140362502 creator A5075588954 @default.
- W3140362502 creator A5079986374 @default.
- W3140362502 date "2019-01-01" @default.
- W3140362502 modified "2023-09-28" @default.
- W3140362502 title "Intersectorial contagion risk in Morocco" @default.
- W3140362502 hasPublicationYear "2019" @default.
- W3140362502 type Work @default.
- W3140362502 sameAs 3140362502 @default.
- W3140362502 citedByCount "0" @default.
- W3140362502 crossrefType "posted-content" @default.
- W3140362502 hasAuthorship W3140362502A5075588954 @default.
- W3140362502 hasAuthorship W3140362502A5079986374 @default.
- W3140362502 hasConcept C10138342 @default.
- W3140362502 hasConcept C105795698 @default.
- W3140362502 hasConcept C106159729 @default.
- W3140362502 hasConcept C139719470 @default.
- W3140362502 hasConcept C144133560 @default.
- W3140362502 hasConcept C144587487 @default.
- W3140362502 hasConcept C149782125 @default.
- W3140362502 hasConcept C153083717 @default.
- W3140362502 hasConcept C162118730 @default.
- W3140362502 hasConcept C162324750 @default.
- W3140362502 hasConcept C178350159 @default.
- W3140362502 hasConcept C19244329 @default.
- W3140362502 hasConcept C2524010 @default.
- W3140362502 hasConcept C2778300220 @default.
- W3140362502 hasConcept C2778890369 @default.
- W3140362502 hasConcept C2779806880 @default.
- W3140362502 hasConcept C28719098 @default.
- W3140362502 hasConcept C33923547 @default.
- W3140362502 hasConcept C44492722 @default.
- W3140362502 hasConcept C53811970 @default.
- W3140362502 hasConcept C88871306 @default.
- W3140362502 hasConceptScore W3140362502C10138342 @default.
- W3140362502 hasConceptScore W3140362502C105795698 @default.
- W3140362502 hasConceptScore W3140362502C106159729 @default.
- W3140362502 hasConceptScore W3140362502C139719470 @default.
- W3140362502 hasConceptScore W3140362502C144133560 @default.
- W3140362502 hasConceptScore W3140362502C144587487 @default.
- W3140362502 hasConceptScore W3140362502C149782125 @default.
- W3140362502 hasConceptScore W3140362502C153083717 @default.
- W3140362502 hasConceptScore W3140362502C162118730 @default.
- W3140362502 hasConceptScore W3140362502C162324750 @default.
- W3140362502 hasConceptScore W3140362502C178350159 @default.
- W3140362502 hasConceptScore W3140362502C19244329 @default.
- W3140362502 hasConceptScore W3140362502C2524010 @default.
- W3140362502 hasConceptScore W3140362502C2778300220 @default.
- W3140362502 hasConceptScore W3140362502C2778890369 @default.
- W3140362502 hasConceptScore W3140362502C2779806880 @default.
- W3140362502 hasConceptScore W3140362502C28719098 @default.
- W3140362502 hasConceptScore W3140362502C33923547 @default.
- W3140362502 hasConceptScore W3140362502C44492722 @default.
- W3140362502 hasConceptScore W3140362502C53811970 @default.
- W3140362502 hasConceptScore W3140362502C88871306 @default.
- W3140362502 hasLocation W31403625021 @default.
- W3140362502 hasOpenAccess W3140362502 @default.
- W3140362502 hasPrimaryLocation W31403625021 @default.
- W3140362502 hasRelatedWork W1030874 @default.
- W3140362502 hasRelatedWork W1185044727 @default.
- W3140362502 hasRelatedWork W2028533440 @default.
- W3140362502 hasRelatedWork W2072627590 @default.
- W3140362502 hasRelatedWork W2256778772 @default.
- W3140362502 hasRelatedWork W2262354453 @default.
- W3140362502 hasRelatedWork W2279914006 @default.
- W3140362502 hasRelatedWork W2320932058 @default.
- W3140362502 hasRelatedWork W2360672504 @default.
- W3140362502 hasRelatedWork W2362226024 @default.
- W3140362502 hasRelatedWork W2370595308 @default.
- W3140362502 hasRelatedWork W2465414925 @default.
- W3140362502 hasRelatedWork W247785914 @default.
- W3140362502 hasRelatedWork W2737015776 @default.
- W3140362502 hasRelatedWork W3101109243 @default.
- W3140362502 hasRelatedWork W3122542663 @default.
- W3140362502 hasRelatedWork W3122766877 @default.
- W3140362502 hasRelatedWork W3166271018 @default.
- W3140362502 hasRelatedWork W3175201010 @default.
- W3140362502 hasRelatedWork W59222964 @default.
- W3140362502 isParatext "false" @default.
- W3140362502 isRetracted "false" @default.
- W3140362502 magId "3140362502" @default.
- W3140362502 workType "article" @default.